windows 10 scaled -> fullscreen games alt-tab back to desktop

With my laptop I have set scaling to 125%, however when I try to run a game (fullscreen) from e.g. GOG it starts the game but alt-tabs back to the desktop.

I know how in earlier version of Windows 10 I could let the app/game ignore the windows scaling, however since with some updates these settings have changed a bit and I cannot figure it out anymore (I tried a lot of combinations but all don't work). Anyone know what the settings I should change now?

ps; my quick-fix currently is changing windows scaling back to 100% before starting a game and setting it back to 125% when I am done, however this is a bit annoying.